-37.6%
SMCI vs IR
+11.7%
-49.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.3% | -5.4% |
| 7D | -17.3% | +11.6% | -28.9% | -24.0% |
| 30D | -31.5% | +7.2% | -38.6% | -35.0% |
| 3M | -6.6% | -5.9% | -0.7% | -2.5% |
| 6M | +6.0% | +11.5% | -5.4% | -3.4% |
| YTD | +1.1% | +6.3% | -5.2% | -1.5% |
| 1Y | -37.6% | +9.1% | -46.6% | -39.7% |
| All | -37.6% | +11.7% | -49.3% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling